BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. reported 138 positions worth $468.8M as of June 30, 2026 (13F filed July 27, 2026). Largest holding: SPY (11.9%).
| # | Symbol | Company | Type | Value ↓ | % Port. | Shares | 1Y | YTD |
|---|---|---|---|---|---|---|---|---|
| ▸ 1 | SPY | PUT | $56.0M | 11.95% | 75,000 | — | — | |
| ▸ 2 | VOO | SH | $47.8M | 10.19% | 69,593 | — | — | |
| ▸ 3 | VTI | SH | $25.7M | 5.49% | 69,521 | — | — | |
| ▸ 4 | PAAA | SH | $25.3M | 5.40% | 493,638 | — | — | |
| ▸ 5 | SPY | SH | $19.7M | 4.21% | 26,424 | — | — | |
| ▸ 6 | IWM | SH | $14.4M | 3.06% | 47,770 | — | — | |
| ▸ 7 | RSP | SH | $14.3M | 3.06% | 67,361 | — | — | |
| ▸ 8 | VLUE | SH | $13.8M | 2.94% | 68,959 | — | — | |
| ▸ 9 | SPMO | SH | $11.5M | 2.45% | 71,185 | — | — | |
| ▸ 10 | SMH | SH | $10.9M | 2.33% | 16,651 | — | — |
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Frequently Asked Questions
What stocks does BASSO CAPITAL MANAGEMENT, L.P. hold as of Q2 2026?
BASSO CAPITAL MANAGEMENT, L.P. reported 138 positions worth $468.8M in its Q2 2026 13F filing. Largest positions: SPY (11.9%), VOO (10.2%), VTI (5.5%), PAAA (5.4%) and SPY (4.2%).
What did BASSO CAPITAL MANAGEMENT, L.P. buy in Q2 2026?
No previous quarter is available yet; the comparison appears with the next filing.
What did BASSO CAPITAL MANAGEMENT, L.P. sell in Q2 2026?
No previous quarter is available yet.
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.